RESEARCH INTERESTS
Asset pricing, Fixed income markets, Market frictions, Behavioral finance, and machine learning
SELECTED PUBLICATION
Lin, Hai, Xinyuan Tao, and Chunchi Wu, 2022, Forecasting earnings with combination of analyst forecasts, Journal of Empirical Finance publisher link
Xinyuan Tao, Bo Wang, Junbo Wang, and Chunchi Wu, 2022, Economic Policy Uncertainty and the Cross-Section of Corporate Bond Returns, Journal of Fixed Income publisher link
Uddin, Ajim, Xinyuan Tao, Chia-Ching Chou, and Dantong Yu, 2022, Are missing values important for earnings forecasts? A machine learning perspective, Quantitative Finance 22 publisher link
Xinyuan Tao and Chunchi Wu, 2021, Rating Labels and Style Investing: Evidence from Moody’s Rating Recalibration, Financial Management publisher link
SELECTED WORKING PAPER
Earnings management and target price accuracy (with Lee-Young Cheng, Jinqiu Yan, Zhipeng Yan)
Does Twitter affects managers' strategic disclosure and firm information? (with Shaoqing Zhang)